© 2005

Constrained Control and Estimation

An Optimisation Approach


  • New research results


Part of the Communications and Control Engineering book series (CCE)

About this book


This book provides a comprehensive treatment of the principles underlying optimal constrained control and estimation. The contents progress from optimisation theory, fixed horizon discrete optimal control, receding horizon implementations and stability conditions, explicit solutions and numerical algorithms, moving horizon estimation, and connections between constrained estimation and control. Several case studies and further developments illustrate and expand the core principles.

Specific topics covered include:

• An overview of optimisation theory.

• Links to optimal control theory, including the discrete minimum principle.

• Linear and nonlinear receding horizon constrained control including stability.

• Constrained control solutions having a finite parameterisation for specific classes of problems.

• Numerical procedures for solving constrained optimisation problems.

• Output feedback optimal constrained control.

• Constrained state estimation.

• Duality between constrained estimation and control.

• Applications to finite alphabet control and estimation problems, cross-directional control, rudder-roll stabilisation of ships, and control over communication networks.

The book gives a self-contained treatment of the subject assuming that the reader has basic background in systems theory, including linear control, stability and state space methods. It is suitable for use in senior level courses and as material for reference and self-study. A companion website is continually updated by the authors.


Model Predictive Control Stabilisation algorithm algorithms communication linear optimization model optimization stability systems theory

Authors and affiliations

  1. 1.Department of Electrical EngineeringUniversity of NewcastleAustralia
  2. 2.Departamento de ElectrónicaUniversidad Nacional de RosarioArgentina

Bibliographic information

Industry Sectors
Chemical Manufacturing
Consumer Packaged Goods
Materials & Steel
Finance, Business & Banking
Energy, Utilities & Environment
Oil, Gas & Geosciences


From the reviews:

This book provides a seminal foundation for unifying constrained control and constrained estimation within the framework of nonlinear programming… A lot of thought and years of work have gone into developing this complete picture of an extremely complex field… Important geometric intuition is given on every front. The presentation style is lucid and makes for fascinating reading and study. In this day and age, the mathermatical demonstrations and proofs are welcome, while the case studies show the practical relevance of the approach as laid out in this very welcome book.

IEEE Transactions on Automatic Control 51 (2006) 176 – 177 (Reviewer: Frank L. Lewis)


This is an excellent book dealing with the important topic of constrained control and estimation. Constraints are present in all real systems and have been somewhat neglected by most of the existing control techniques with only a few exceptions such as MPC. Although the book cannot be classified as an MPC book, a significant part of the text is dedicated to receding horizon control and this work comlements and is a valuable addition to the list of existing MPC books.

The book is self-contained, with an extensive list of references, well-structured, and covers a wide range of topics required for constrained control and estimation. It is presented with a sufficient level of detail and mathematical rigor to be used as a textbook for research students or as the basis of a self-study programme for practitioners in constrained control and estimation.

International Journal of Robust and Nonlinear Control 17 (2007) 347 – 354 (Reviewer: Eduardo F. Camacho)


This book is a study on … problems for linear finite-dimensional discrete-time systems.… References and an index are included at the end.… this book is worth acquiring for those involved in control system design, and it produces a valuable contribution to the area of constrained control systems.

Zentralblatt MATH 1078 (2006) (Reviewer: A. Akutowicz)